The incidence of malignant melanoma has continued to rise during the past decades. However, in the last few years, treatment protocols have significantly been improved thanks to a better understanding of the key oncogenes and signaling pathways involved in its pathogenesis and progression. Anticancer therapy would either kill tumor cells by triggering apoptosis or permanently arrest them in the G1 phase of the cell cycle. Unfortunately, melanoma is often refractory to commonly used anticancer drugs. More recently, however, some new anticancer strategies have been developed that are "external" to cancer cells, for example stimulating the immune system's response or inhibiting angiogenesis. In fact, the increasing knowledge of melanoma pathogenetic mechanisms, in particular the discovery of genetic mutations activating specific oncogenes, stimulated the development of molecularly targeted therapies, a form of treatment in which a drug (chemical or biological) is developed with the goal of exclusively destroying cancer cells by interfering with specific molecules that drive growth and spreading of the tumor. Again, after the initial exciting results associated with targeted therapy, tumor resistance and/or relapse of the melanoma lesion have been observed. Hence, very recently, new therapeutic strategies based on the modulation of the immune system function have been developed. Since cancer cells are known to be capable of evading immune-mediated surveillance, i.e., to block the immune system cell activity, a series of molecular strategies, including monoclonal antibodies, have been developed in order to "release the brakes" on the immune system igniting immune reactivation and hindering metastatic melanoma cell growth. In this review we analyze the various biological strategies underlying conventional chemotherapy as well as the most recently developed targeted therapies and immunotherapies, pointing at the molecular mechanisms of cell injury and death engaged by the different classes of therapeutic agents.